Nonlinear Analysis · 2008 · 57 citations · 13 references
EngineeringMathematicsOptimizationStochastic ModelingStochastic ProcessesBellman EquationsJump ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsStochastic OptimizationBackward Stochastic Differential EquationsHamilton - Jacobi - Bellman EquationsHamilton-jacobi-bellman EquationsStochastic Integration With JumpsStochastic Optimal ControlViscosityViscosity Solutions
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